Why could cause the inside of my penis burn after masturbation?

Urethritis: Every guy's technique is personal, and if you rough up the lining from outside, you may have slight discomfort. If you have a urethritis from infection (chlamydia or some other microbe), or eat a lot of those little hot peppers, or a thread from your underwear found its way up there, it'll hurt. Your physician can check you out for infection if it hurts when you urinate; otherwise i'd ignore it.